Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 10.895432 12.494150 14.219597 16.216933 18.461889 20.903710 23.757164
2025-05-18 8.482940 10.628541 13.127320 16.238941 19.995341 24.368373 29.828327
2025-05-25 7.319448 9.706856 12.625141 16.429541 21.229898 27.054976 34.624254
2025-06-01 6.337586 8.850038 12.058383 16.415817 22.133411 29.328505 39.008327
2025-06-08 5.535546 8.091579 11.483614 16.258185 22.738787 31.152464 42.811295
2025-06-15 4.984199 7.594298 11.180540 16.392757 23.683471 33.413111 47.249560
2025-06-22 4.634322 7.330758 11.153124 16.869581 25.081674 36.309826 52.643902
2025-06-29 4.146108 6.808290 10.700962 16.689071 25.519230 37.881061 56.264529
2025-07-06 3.563307 6.079113 9.875627 15.884621 24.981179 38.019787 57.838141
2025-07-13 3.352644 5.906900 9.864843 16.280038 26.205177 40.710833 63.158312
2025-07-20 3.144538 5.715991 9.803788 16.582509 27.290467 43.232422 68.325560
2025-07-27 2.873818 5.393330 9.504196 16.480658 27.734305 44.802376 72.128147
2025-08-03 2.595778 5.036668 9.128562 16.240935 27.963827 46.084579 75.602546
2025-08-10 2.394554 4.795569 8.924940 16.265658 28.611284 48.035068 80.187859
2025-08-17 2.242874 4.627680 8.828843 16.455594 29.524738 50.425961 85.540374
2025-08-24 2.073281 4.409126 8.625141 16.442179 30.090940 52.278098 90.105303
2025-08-31 1.899185 4.163938 8.352495 16.284206 30.393877 53.703843 94.026653
2025-09-07 1.782470 4.019544 8.250634 16.419010 31.198544 55.975620 99.402788
2025-09-14 1.719877 3.978142 8.336244 16.896503 32.621503 59.329266 106.688342
2025-09-21 1.580955 3.764746 8.077173 16.715740 32.859015 60.683029 110.671501
2025-09-28 1.384121 3.407470 7.509056 15.910135 31.916087 59.962480 111.094281
2025-10-05 1.334462 3.366471 7.565303 16.306120 33.194593 63.142554 118.320874
2025-10-12 1.278215 3.305099 7.574884 16.609025 34.310527 66.075395 125.218648